How to make a hole in concrete?

Depends on the size hole you need to make and what you need to do with it. If you need to make a large hole in concrete, or totally destroy the concrete, use a jack hammer or even a sledge hammer.

Or you could use a drill to drill a small hole in concrete if you need to install a fastener of some type.

You can rent special drills with diamond heads at most hardware stores if you just need it for a short period of time.